NYMEX Natural Gas Future May 2024


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 2.307 2.388 0.081 3.5% 2.362
High 2.388 2.435 0.047 2.0% 2.435
Low 2.289 2.343 0.054 2.4% 2.180
Close 2.365 2.415 0.050 2.1% 2.415
Range 0.099 0.092 -0.007 -7.1% 0.255
ATR 0.110 0.109 -0.001 -1.2% 0.000
Volume 28,596 30,366 1,770 6.2% 159,468
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 2.674 2.636 2.466
R3 2.582 2.544 2.440
R2 2.490 2.490 2.432
R1 2.452 2.452 2.423 2.471
PP 2.398 2.398 2.398 2.407
S1 2.360 2.360 2.407 2.379
S2 2.306 2.306 2.398
S3 2.214 2.268 2.390
S4 2.122 2.176 2.364
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 3.108 3.017 2.555
R3 2.853 2.762 2.485
R2 2.598 2.598 2.462
R1 2.507 2.507 2.438 2.553
PP 2.343 2.343 2.343 2.366
S1 2.252 2.252 2.392 2.298
S2 2.088 2.088 2.368
S3 1.833 1.997 2.345
S4 1.578 1.742 2.275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.435 2.180 0.255 10.6% 0.129 5.3% 92% True False 31,893
10 2.642 2.180 0.462 19.1% 0.117 4.8% 51% False False 26,315
20 2.975 2.180 0.795 32.9% 0.098 4.1% 30% False False 20,552
40 3.343 2.180 1.163 48.2% 0.093 3.8% 20% False False 18,364
60 3.343 2.180 1.163 48.2% 0.087 3.6% 20% False False 15,840
80 3.343 2.180 1.163 48.2% 0.082 3.4% 20% False False 13,307
100 3.343 2.180 1.163 48.2% 0.078 3.2% 20% False False 11,779
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.826
2.618 2.676
1.618 2.584
1.000 2.527
0.618 2.492
HIGH 2.435
0.618 2.400
0.500 2.389
0.382 2.378
LOW 2.343
0.618 2.286
1.000 2.251
1.618 2.194
2.618 2.102
4.250 1.952
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 2.406 2.380
PP 2.398 2.344
S1 2.389 2.309

These figures are updated between 7pm and 10pm EST after a trading day.

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